-2.5%
FERG vs HCA
-20.3%
+17.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.8% |
| 7D | +0.9% | +4.9% | -4.0% | +0.4% |
| 30D | -15.1% | +1.9% | -16.9% | -15.2% |
| 3M | -4.8% | +12.7% | -17.6% | -6.7% |
| 6M | -2.5% | -22.3% | +19.9% | +8.2% |
| All | -2.5% | -20.3% | +17.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling